Based on big data, this paper studies the influence of new type of filling pneumonia on the development of sports industry. When selecting the typical economic indicators that reflect the development trend of sports industry, it is found that the data is huge according to the big industrial data, but the information that can be reflected is poor and complex. Therefore, it is necessary to process these big economic data in order to obtain the impact of new coronary pneumonia on the development of sports industry. This paper studies the feature selection algorithm of big data samples, so as to select typical economic indicators from many economic indicators of sports industry to reflect the development trend of sports industry. A deep learning algorithm based on feature selection of big data is proposed. Firstly, a feature selection framework for big data is constructed, and then data fusion and deep learning are carried out. Experiments show that the algorithm can solve the contradiction between large data and poor information. This method has a certain forward-looking, and has a certain reference value for the information discrimination of the development trend of sports industry.